DTE Energy Co (DTE)
116.78
+0.69
(+0.59%)
USD |
NYSE |
May 16, 16:00
116.78
0.00 (0.00%)
After-Hours: 20:00
DTE Energy Max Drawdown (5Y): 42.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.49% |
March 31, 2024 | 42.49% |
February 29, 2024 | 42.49% |
January 31, 2024 | 42.49% |
December 31, 2023 | 42.49% |
November 30, 2023 | 42.49% |
October 31, 2023 | 42.49% |
September 30, 2023 | 42.49% |
August 31, 2023 | 42.49% |
July 31, 2023 | 42.49% |
June 30, 2023 | 42.49% |
May 31, 2023 | 42.49% |
April 30, 2023 | 42.49% |
March 31, 2023 | 42.49% |
February 28, 2023 | 42.49% |
January 31, 2023 | 42.49% |
December 31, 2022 | 42.49% |
November 30, 2022 | 42.49% |
October 31, 2022 | 42.49% |
September 30, 2022 | 42.49% |
August 31, 2022 | 42.49% |
July 31, 2022 | 42.49% |
June 30, 2022 | 42.49% |
May 31, 2022 | 42.49% |
April 30, 2022 | 42.49% |
Date | Value |
---|---|
March 31, 2022 | 42.49% |
February 28, 2022 | 42.49% |
January 31, 2022 | 42.49% |
December 31, 2021 | 42.49% |
November 30, 2021 | 42.49% |
October 31, 2021 | 42.49% |
September 30, 2021 | 42.49% |
August 31, 2021 | 42.49% |
July 31, 2021 | 42.49% |
June 30, 2021 | 42.49% |
May 31, 2021 | 42.49% |
April 30, 2021 | 42.49% |
March 31, 2021 | 42.49% |
February 28, 2021 | 42.49% |
January 31, 2021 | 42.49% |
December 31, 2020 | 42.49% |
November 30, 2020 | 42.49% |
October 31, 2020 | 42.49% |
September 30, 2020 | 42.49% |
August 31, 2020 | 42.49% |
July 31, 2020 | 42.49% |
June 30, 2020 | 42.49% |
May 31, 2020 | 42.49% |
April 30, 2020 | 42.49% |
March 31, 2020 | 42.49% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
17.94%
Minimum
May 2019
42.49%
Maximum
Mar 2020
38.40%
Average
42.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Public Service Enterprise Group Inc | 40.74% |
NiSource Inc | 30.95% |
PG&E Corp | 94.65% |
Edison International | 43.13% |
Xcel Energy Inc | 34.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.366 |
Beta (5Y) | 0.6311 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.66% |
Historical Sharpe Ratio (5Y) | -0.0541 |
Historical Sortino (5Y) | -0.0632 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.86% |